+254.4%
SNY vs IAG
+368.4%
-114.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | -3.6% | -4.1% | +0.4% | -3.4% |
| 30D | -1.9% | +10.6% | -12.6% | -2.6% |
| 3M | -2.0% | +35.4% | -37.3% | -4.0% |
| 6M | +2.5% | -9.5% | +12.1% | +2.6% |
| YTD | -7.0% | +21.8% | -28.8% | -8.9% |
| 1Y | -4.4% | +84.1% | -88.5% | -9.1% |
| 3Y | -8.4% | +817.4% | -825.8% | -23.1% |
| 5Y | +9.5% | +830.1% | -820.5% | -10.4% |
| 10Y | +64.3% | +413.8% | -349.5% | +32.7% |
| All | +254.4% | +368.4% | -114.0% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling